+72.2%
V vs SAP
+55.2%
+16.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -1.7% | -2.9% | +1.2% | -0.9% |
| 30D | +2.0% | +9.0% | -7.0% | -0.8% |
| 3M | +17.4% | +14.9% | +2.4% | +12.0% |
| 6M | +17.5% | +11.9% | +5.6% | +12.5% |
| YTD | +7.6% | -9.9% | +17.5% | +9.6% |
| 1Y | +7.7% | -19.5% | +27.3% | +14.1% |
| 3Y | +54.7% | +61.8% | -7.1% | +20.7% |
| All | +72.2% | +55.2% | +16.9% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling